Pages that link to "Item:Q4588857"

The following pages link to Distributionally Robust Stochastic Programming (Q4588857):

Displaying 39 items.

• Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
• An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
• Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
• A utility theory based interactive approach to robustness in linear optimization (Q1753136) (← links)
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
• Distributionally robust simple integer recourse (Q1989721) (← links)
• Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
• A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
• Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
• KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
• Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
• Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics (Q2112808) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
• On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
• Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation (Q2239970) (← links)
• On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
• An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
• A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics (Q4641673) (← links)
• Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
• Dynamics of Data-driven Ambiguity Sets for Hyperbolic Conservation Laws with Uncertain Inputs (Q4997437) (← links)
• An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
• Risk-Adapted Optimal Experimental Design (Q5097842) (← links)
• Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
• An Approximation Scheme for Distributionally Robust Nonlinear Optimization (Q5116546) (← links)
• Bicriteria Approximation of Chance-Constrained Covering Problems (Q5131473) (← links)
• Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations (Q5857295) (← links)
• A survey of nonlinear robust optimization (Q5882395) (← links)
• Semi-discrete optimal transport: hardness, regularization and numerical solution (Q6038666) (← links)
• Distributionally robust stochastic variational inequalities (Q6044981) (← links)
• Risk-averse receding horizon motion planning for obstacle avoidance using coherent risk measures (Q6067041) (← links)
• Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
• On ambiguity-averse market equilibrium (Q6110630) (← links)
• Bayesian Distributionally Robust Optimization (Q6114785) (← links)
• Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)
• Polyhedral coherent risk measure and distributionally robust portfolio optimization (Q6160556) (← links)
• Generalized optimized certainty equivalent with applications in the rank-dependent utility model (Q6496951) (← links)